Grantham, Mayo, Van Otterloo & Co (GMO)’s Two Harbors Investment TWO Stock Holding History

Grantham, Mayo, Van Otterloo & Co (GMO)’s Portfolio TWO Stock Details TWO Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2017 Q4	–	Sell	-3,038	Closed	-$245K	–	635
2017 Q3	$245K	Hold	3,038	–	–	﹤0.01%	506
2017 Q2	$241K	Hold	3,038	–	–	﹤0.01%	516
2017 Q1	$233K	Buy	+3,038	New	+$222K	﹤0.01%	494
2013 Q4	–	Sell	-7,757	Closed	-$603K	–	700
2013 Q3	$603K	Sell	7,757 -8,957	-54%	-$703K	﹤0.01%	526
2013 Q2	$1.37M	Buy	+16,714	New	+$1.53M	﹤0.01%	427

Other funds holding TWO

Vanguard Group Malvern, Pennsylvania $6.9T AUM 27.45% 1-Year Est. Return

BlackRock New York $5.72T AUM 30.48% 1-Year Est. Return

SOMRS

State of Michigan Retirement System Lansing, Michigan $18.9B AUM 27.96% 1-Year Est. Return

Millennium Management New York $240B AUM 35.51% 1-Year Est. Return

DFG

Delphi Financial Group Wilmington, Delaware $222M AUM 11.28% 1-Year Est. Return

Boston Partners Boston, Massachusetts $95.5B AUM 28.4% 1-Year Est. Return

Janus Henderson Group London, United Kingdom $209B AUM 37.72% 1-Year Est. Return

Goldman Sachs New York $871B AUM 31.28% 1-Year Est. Return

State Street Boston, Massachusetts $2.9T AUM 29.55% 1-Year Est. Return

Russell Investments Group London, United Kingdom $93.1B AUM 28.26% 1-Year Est. Return

Grantham, Mayo, Van Otterloo & Co (GMO)'s TWO Position: Q4 2017 in Review

Grantham, Mayo, Van Otterloo & Co (GMO) sold out of Two Harbors Investment (TWO) in Q4 2017, closing a stake of 3,038 shares — an estimated $245K sold.

Grantham, Mayo, Van Otterloo & Co (GMO) first reported a position in TWO in Q2 2013 and held it in 5 quarters. The position peaked at $1.37M in Q2 2013. 274 funds tracked by Wall St. Rank hold TWO as of Q4 2017.

Grantham, Mayo, Van Otterloo & Co (GMO) reported no remaining Two Harbors Investment position as of Q4 2017 after selling out during the quarter.
Grantham, Mayo, Van Otterloo & Co (GMO) sold 3,038 Two Harbors Investment shares in Q4 2017, an estimated $245K.
Grantham, Mayo, Van Otterloo & Co (GMO) first reported a position in Two Harbors Investment in Q2 2013 and held it in 5 quarters.
Grantham, Mayo, Van Otterloo & Co (GMO)'s Two Harbors Investment position peaked at $1.37M in Q2 2013.
274 funds tracked by Wall St. Rank held Two Harbors Investment as of Q4 2017.

Based on Grantham, Mayo, Van Otterloo & Co (GMO)'s 13F filing for Q4 2017, filed 14 Feb 2018.